2 Answers
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If you have a valid ISO file, you should have no problem burning it regardless of the contents.

OS X and Ubuntu come with ISO burning software. With Windows, it depends on which version you have. Windows 7 can also natively burn ISO files, while prior versions needed additional software. If you Google for "Windows ISO Burners", there will be many results for decent software. I've personally used Active ISO Burner, it's free and simple to use.